Resolve "Document U2F limitations with multiple URLs"

What does this MR do?

Add documentation around the usage of U2F keys while using multiple URLs to access a GitLab instance.

Why was this MR needed?

#27854 (closed) was raised due to this edge case not being documented.

Tasks

• Meta
  • CHANGELOG entry created
  • Branch has no merge conflicts with master
  • Documentation added
  • Check for clean merge with EE
• Review
• Wait for merge

What are the relevant issue numbers?

Closes #28277 (closed)